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26. The S&P 500 Index closed at 2863 39 on April 28 and closed at 293951 on April 29 Calculate the continuously compound
Posted: Thu Apr 28, 2022 2:39 pm
by answerhappygod
- 26 The S P 500 Index Closed At 2863 39 On April 28 And Closed At 293951 On April 29 Calculate The Continuously Compound 1 (41.19 KiB) Viewed 26 times
26. The S&P 500 Index closed at 2863 39 on April 28 and closed at 293951 on April 29 Calculate the continuously compounded retum on the index from April 28 to April 29 Answer to the nearest hundredth of a percent, for example 1 23% (2 points Extra Credit) 1 27. Suppose that the value of an index of the stock market increases on average about 0.02% per day (calculated with continuous discounting) and a volatility (i.e., standard deviation) of 1% per day. Assuming that the returns are Normally distributed, what would be the 95% Daily Value at Risk (VaR) expressed as a percent return? (2 points Extra Credit) (Note: Enter your answer rounded to the nearest 2 decimal places, but without the % sign. For example, -1.2345% should be entered as - 1.23). (2 points Extra Credit)